+4,662.2%
SMTC vs HIG
+995.0%
+3,667.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | +11.0% | +2.6% | +8.4% | +10.4% |
| 30D | -28.5% | +4.2% | -32.7% | -29.4% |
| 3M | -14.2% | +0.2% | -14.4% | -14.9% |
| 6M | -18.0% | +4.6% | -22.6% | -19.9% |
| YTD | +55.5% | +1.1% | +54.4% | +52.8% |
| 1Y | +69.5% | +4.7% | +64.9% | +65.2% |
| 3Y | +699.7% | +95.5% | +604.2% | +573.2% |
| 5Y | +27.4% | +111.7% | -84.3% | +5.4% |
| 10Y | +335.7% | +263.4% | +72.3% | +214.6% |
| All | +4,662.2% | +995.0% | +3,667.2% | +1,730.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling